ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 1,174.9 1,142.9 -32.0 -2.7% 1,179.2
High 1,186.6 1,174.4 -12.2 -1.0% 1,199.5
Low 1,143.1 1,139.4 -3.7 -0.3% 1,139.4
Close 1,151.4 1,171.8 20.4 1.8% 1,171.8
Range 43.5 35.0 -8.5 -19.5% 60.1
ATR 22.3 23.2 0.9 4.1% 0.0
Volume 156,173 121,955 -34,218 -21.9% 654,381
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,266.8 1,254.3 1,191.0
R3 1,231.8 1,219.3 1,181.5
R2 1,196.8 1,196.8 1,178.3
R1 1,184.3 1,184.3 1,175.0 1,190.5
PP 1,161.8 1,161.8 1,161.8 1,165.0
S1 1,149.3 1,149.3 1,168.5 1,155.5
S2 1,126.8 1,126.8 1,165.5
S3 1,091.8 1,114.3 1,162.3
S4 1,056.8 1,079.3 1,152.5
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,350.5 1,321.3 1,204.8
R3 1,290.5 1,261.3 1,188.3
R2 1,230.3 1,230.3 1,182.8
R1 1,201.0 1,201.0 1,177.3 1,185.8
PP 1,170.3 1,170.3 1,170.3 1,162.5
S1 1,141.0 1,141.0 1,166.3 1,125.5
S2 1,110.3 1,110.3 1,160.8
S3 1,050.0 1,080.8 1,155.3
S4 990.0 1,020.8 1,138.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,199.5 1,139.4 60.1 5.1% 31.5 2.7% 54% False True 130,876
10 1,199.5 1,139.4 60.1 5.1% 26.8 2.3% 54% False True 125,712
20 1,220.2 1,139.4 80.8 6.9% 20.8 1.8% 40% False True 101,900
40 1,220.2 1,128.2 92.0 7.9% 20.5 1.8% 47% False False 77,013
60 1,220.2 1,090.9 129.3 11.0% 17.3 1.5% 63% False False 51,353
80 1,220.2 1,038.8 181.4 15.5% 16.5 1.4% 73% False False 38,521
100 1,220.2 1,038.8 181.4 15.5% 13.5 1.1% 73% False False 30,818
120 1,220.2 1,038.8 181.4 15.5% 11.3 1.0% 73% False False 25,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,323.3
2.618 1,266.0
1.618 1,231.0
1.000 1,209.5
0.618 1,196.0
HIGH 1,174.5
0.618 1,161.0
0.500 1,157.0
0.382 1,152.8
LOW 1,139.5
0.618 1,117.8
1.000 1,104.5
1.618 1,082.8
2.618 1,047.8
4.250 990.8
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 1,166.8 1,168.8
PP 1,161.8 1,166.0
S1 1,157.0 1,163.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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